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HL US RISK MITIGATION
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Asset Allocation


Asset allocation is not available

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HL US RISK MITIGATION, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


50.00%100.00%150.00%200.00%250.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25
54.27%
247.07%
HL US RISK MITIGATION
Benchmark (^GSPC)

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
HL US RISK MITIGATION0.62%0.00%2.00%5.72%4.95%3.45%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.22%
20231.50%0.83%0.52%0.51%

Risk-Adjusted Performance


Sharpe Ratio


Rolling 12-month Sharpe Ratio0.501.001.502.002.50Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25
2.14
2.30
HL US RISK MITIGATION
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 2500
HL US RISK MITIGATION
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the HL US RISK MITIGATION. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the HL US RISK MITIGATION was 11.54%, occurring on Nov 4, 2008. Recovery took 12 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.54%Oct 13, 200817Nov 4, 200812Nov 20, 200829
-10.16%Mar 10, 2009159Oct 22, 2009451Aug 8, 2011610
-9.36%Aug 9, 2011915Mar 30, 2015939Dec 19, 20181854
-7.33%Mar 24, 2020481Feb 16, 202258May 11, 2022539
-7.21%Nov 21, 200835Jan 13, 200937Mar 9, 200972

Volatility

Volatility Chart

The current HL US RISK MITIGATION volatility is 0.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25
0.04%
3.90%
HL US RISK MITIGATION
Benchmark (^GSPC)